The perception of depth in a mix is achieved with various delays, reverbs, and panning applied to all the sources in the mix.
Dry sounds seem closer, delayed or reverb set a sound back farther in the mix.
As an example of a mix I just finished. The kick was dry which put it center and close, the snare had a just a bit of plate reverb set at 15ms predelay and 0 secs. On the toms, cymbals and hit-hat I used the room mics to define the room. I then panned everything but the kick and snare to either left or right. Overall it gave the drums the impression of a mid sized room. Compression was applied to the snare, kick and overheads which also has the effect of bringing them closer to the listener. Drums were done.
Guitars were panned either right or left with alternate delays panned in the opposite direction.
Vocal was centered, compressed with a stereo delay so the delay sounded like it was bounced from a room far left and right. Just a touch was added to the vocal, almost imperceptible.
Bass was dry, compressed, right up the middle.
The list goes on for keyboards and other things but by panning placement, and various delays applied to some elements of the mix, along with drier and more compressed items which sound closer, you get the overall impression of various levels of depth and width.
Hope that helps.